Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
28.12.2020 | 42.39% | 0.02 | 0.17 | 250'000 | 250'000 | 249'966 | 249'914 | 26'366 | 36'638 | 98.19% | 98.19% |
23.12.2020 | 2.23% | 0.45 | 0.46 | 250'000 | 250'000 | 248'992 | 249'671 | 110'912 | 113'693 | 100.00% | 100.00% |
22.12.2020 | 2.00% | 0.45 | 0.46 | 250'000 | 248'000 | 249'995 | 249'792 | 124'310 | 126'712 | 99.78% | 99.78% |
21.12.2020 | 1.73% | 0.67 | 0.68 | 250'000 | 250'000 | 249'946 | 249'924 | 147'897 | 150'389 | 99.39% | 99.39% |
18.12.2020 | 7.13% | 0.22 | 0.23 | 250'000 | 250'000 | 249'992 | 249'967 | 39'156 | 41'861 | 99.98% | 99.98% |
17.12.2020 | 5.23% | 0.16 | 0.17 | 250'000 | 250'000 | 249'907 | 249'948 | 48'945 | 51'451 | 98.82% | 98.82% |
16.12.2020 | 2.17% | 0.39 | 0.40 | 250'000 | 250'000 | 249'932 | 249'803 | 115'374 | 117'820 | 99.98% | 99.98% |
15.12.2020 | 1.72% | 0.61 | 0.62 | 250'000 | 250'000 | 249'994 | 249'993 | 144'468 | 146'968 | 99.99% | 99.99% |
14.12.2020 | 1.99% | 0.50 | 0.51 | 250'000 | 250'000 | 249'797 | 249'980 | 124'892 | 127'484 | 100.00% | 100.00% |